On extrapolation in some non-linear ar(1) processes

DOI10.1080/03610929708831935zbMATH Open0899.62107OpenAlexW1966142534MaRDI QIDQ4346827FDOQ4346827

Authors: Jiří Anděl 

Publication date: 21 October 1998

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831935

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zbMATH Keywords

Markov processesnonlinear autoregressionnaive and least squares extrapolations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION

Cited In (3)

• Nonlinear extrapolation algorithm for realization of a scalar random process
• Extrapolations in non-linear autoregressive processes.
• Title not available (Why is that?)

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